I would guess its unlikely to happen unless you are on a formal exchange.
We had American, Canadian and Aussie exchange officers and SNCO's who would do a stint in Depot as part of the exchange but this was aimed at giving them an insight into the training methods etc. They might tag along on P Coy to view the events but I don't recall any of them actually having done it. Bear in mind they had already gone through their own countries training some time before, most i.e. the yanks and Canucks had their 'Ranger Tabs' up so they were not really there to be beasted to feck.
That said I think a company of yank Airborne on exchange a couple of years back were put through the P Coy events but again more to give them a taste of the training.
........I'm also well out of date so reserve my right to deny all of the above should it prove to be complete bollox